-75.3%
QS vs PRU
+48.6%
-123.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.4% |
| 7D | -2.3% | +1.9% | -4.2% | -3.9% |
| 30D | -0.7% | +2.7% | -3.4% | -3.2% |
| 3M | -39.6% | +19.5% | -59.1% | -48.8% |
| 6M | -21.7% | +26.6% | -48.4% | -36.8% |
| YTD | -47.4% | +12.3% | -59.7% | -53.1% |
| 1Y | -28.4% | +18.0% | -46.4% | -39.0% |
| 3Y | -22.6% | +47.0% | -69.6% | -49.7% |
| All | -75.3% | +48.6% | -123.8% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling